DAX Index Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5,625.5 5,650.0 24.5 0.4% 5,473.0
High 5,650.0 5,729.0 79.0 1.4% 5,653.5
Low 5,583.0 5,641.5 58.5 1.0% 5,449.5
Close 5,620.5 5,694.0 73.5 1.3% 5,624.0
Range 67.0 87.5 20.5 30.6% 204.0
ATR 109.9 109.8 -0.1 -0.1% 0.0
Volume 167,328 183,270 15,942 9.5% 560,226
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,950.7 5,909.8 5,742.1
R3 5,863.2 5,822.3 5,718.1
R2 5,775.7 5,775.7 5,710.0
R1 5,734.8 5,734.8 5,702.0 5,755.3
PP 5,688.2 5,688.2 5,688.2 5,698.4
S1 5,647.3 5,647.3 5,686.0 5,667.8
S2 5,600.7 5,600.7 5,678.0
S3 5,513.2 5,559.8 5,669.9
S4 5,425.7 5,472.3 5,645.9
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,187.7 6,109.8 5,736.2
R3 5,983.7 5,905.8 5,680.1
R2 5,779.7 5,779.7 5,661.4
R1 5,701.8 5,701.8 5,642.7 5,740.8
PP 5,575.7 5,575.7 5,575.7 5,595.1
S1 5,497.8 5,497.8 5,605.3 5,536.8
S2 5,371.7 5,371.7 5,586.6
S3 5,167.7 5,293.8 5,567.9
S4 4,963.7 5,089.8 5,511.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,729.0 5,532.0 197.0 3.5% 80.8 1.4% 82% True False 158,709
10 5,729.0 5,263.5 465.5 8.2% 86.8 1.5% 92% True False 149,493
20 5,729.0 5,160.0 569.0 10.0% 99.0 1.7% 94% True False 141,209
40 5,729.0 5,050.5 678.5 11.9% 110.7 1.9% 95% True False 134,123
60 5,729.0 4,521.0 1,208.0 21.2% 112.6 2.0% 97% True False 135,801
80 5,729.0 4,521.0 1,208.0 21.2% 111.9 2.0% 97% True False 107,997
100 5,729.0 4,521.0 1,208.0 21.2% 113.5 2.0% 97% True False 86,513
120 5,729.0 3,984.5 1,744.5 30.6% 115.8 2.0% 98% True False 72,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,100.9
2.618 5,958.1
1.618 5,870.6
1.000 5,816.5
0.618 5,783.1
HIGH 5,729.0
0.618 5,695.6
0.500 5,685.3
0.382 5,674.9
LOW 5,641.5
0.618 5,587.4
1.000 5,554.0
1.618 5,499.9
2.618 5,412.4
4.250 5,269.6
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5,691.1 5,672.8
PP 5,688.2 5,651.7
S1 5,685.3 5,630.5

These figures are updated between 7pm and 10pm EST after a trading day.

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